From Strategies to Trajectories
نویسندگان
چکیده
This is an addendum to [1]. In this report, we initially present the derivation of the equilibrium strategies from Isaac’s conditions. Then we derive the final values of the adjoint variables on the UP. Once we have the final values of the adjoint variables, we solve the adjoint equation backward in time to construct a value function in the state-space. From those value functions, we derive the optimal controls and finally the optimal trajectories of the players leading to the termination situation.
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